+77.9%
TEM vs DG
+14.8%
+63.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.3% | -5.6% |
| 7D | -5.9% | +0.3% | -6.1% | -5.8% |
| 30D | +4.8% | +3.2% | +1.6% | +4.2% |
| 3M | +31.9% | +10.4% | +21.5% | +30.0% |
| 6M | +56.0% | +33.2% | +22.8% | +49.7% |
| YTD | +21.3% | +3.0% | +18.3% | +19.5% |
| 1Y | +5.4% | +31.2% | -25.8% | +2.4% |
| All | +77.9% | +14.8% | +63.1% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling